Authors in Market Microstructure
This list attempts to categories authors by fields. The procedure is to look at all their papers announced in a
NEP report. If 5 or more have appeared in a report, authors are considered to be working within that field. For authors whose first paper is less than 10 years old, having 25% of the papers announced in NEP be announced in this report is sufficient. Note that a paper may appear in several reports.
Below are authors identified to be in the following field: NEP-MST (Market Microstructure). See the top institutions and authors in this field.
? signals authors with whom we have lost contact and are seeking a current email address.
A |
B |
C |
D |
E |
F |
G |
H |
I |
J |
K |
L |
M |
N |
O |
P |
Q |
R |
S |
T |
U |
V |
W |
X |
Y |
Z
| A | | |
| Aase, Knut Kristian |
Ait-Sahalia, Yacine |
Asai, Manabu |
| Abdi, Farshid |
Allahrakha, M. Meraj |
Audrino, Francesco |
| Adrian, Tobias |
Allen, David Edmund |
| Aggarwal, Nidhi |
Andersen, Torben G. |
| B | | |
| Babus, Ana |
Biais, Bruno R |
Braun-Munzinger, Karen Anna Clara ? |
| Barndorff-Nielsen, Ole E. † |
Boadu-Sebbe, Gregory |
Breedon, Francis |
| Barunik, Jozef |
Bollerslev, Tim |
Brito, Rui Pedro |
| Battiston, Stefano |
Bostanci, Gorkem |
Burnside, Craig |
| Bellia, Mario |
Boussetta, Selma |
| Benamar, Hedi |
Boyarchenko, Nina |
| C | | |
| Caginalp, Carey Allen |
Challet, Damien |
Cocquemas, Francois |
| Caporale, Guglielmo Maria |
Chon, Sora |
Colliard, Jean-Edouard |
| Caporin, Massimiliano |
Cimon, David A. |
Corsi, Fulvio |
| Cartea, Alvaro |
Cipriani, Marco |
Cotter, John |
| Cespa, Giovanni |
Clinet, Simon ? |
Czech, Robert |
| D | | |
| Dastarac, Hugues |
D'Hondt, Catherine |
Dionne, Georges |
| Daures (formerly Lescourret), Laurence |
Diebold, Francis X. |
Dungey, Mardi † |
| Degryse, Hans |
Di Maggio, Marco |
| Desagre, Christophe |
Dimpfl, Thomas |
| G | | |
| Galati, Luca |
Gerig, Austin |
Goncalves, Silvia |
| Gallo, Giampiero M. |
Ghosh, Kaushik |
Gross, Christian |
| Garcia, Philip |
Ghosh, Priyanta |
Guarino, Antonio |
| Garriott, Corey |
Gil-Alana, Luis Alberiko |
Guerin, Pierre |
| Gehrig, Thomas P. |
Girardi, Alessandro |
Gunduz, Yalin |
| H | | |
| Haerdle, Wolfgang Karl |
Hautsch, Nikolaus |
Hoffmann, Peter |
| Halim, Edward |
He, Xuezhong (Tony) |
Horst, Ulrich |
| Han, Song † |
Hirayama, Kenjiro |
Hu, Zhepeng |
| Hanousek, Jan |
Hizmeri, Rodrigo |
Huang, Wenqian |
| Hansen, Peter Reinhard |
Hjalmarsson, Erik |
| Hau, Harald |
Hofer, Heiko |
| L | | |
| Ladley, Daniel |
Leeuwenkamp, Aleksy |
Linton, Oliver Bruce |
| Lagos, Ricardo |
Lehalle, Charles-Albert |
Livdan, Dmitry |
| Landier, Augustin |
Lester, Benjamin R. |
Lo, Ingrid Ka Man ? |
| Laurent, Sebastien |
Leung, Tim |
Lu, Ye |
| Leano, Jose Miguel ? |
Li, Youwei |
Lunde, Asger |
| Lee, Kyungsub |
Li, Zhiyong |
Luong, Nhung Thi |
| M | | |
| Maheu, John M. |
Martin, Gael Margaret |
Moinas, Sophie |
| Malec, Peter Jacek |
McAleer, Michael † |
Moravcova, Michala |
| Malyshkin, Vladislav |
Medeiros, Marcelo C. |
M'Saddek, Oussama |
| Mandel, Antoine |
Menkhoff, Lukas |
Mueller, Benjamin |
| Mantegna, Rosario Nunzio |
Menkveld, Albert J. |
Mukhopadhyay, Mayukh |
| Marcellino, Massimiliano |
Mikhalishchev, Sergei |
| Martin, Antoine |
Mizrach, Bruce |
| P | | |
| Paddrik, Mark Endel |
Pedersen, Lasse Heje |
Pinto-Gutierrez, Cristian A |
| Pagano, Marco |
Pelizzon, Loriana |
Plastun, Alex |
| Papadimitriou, Dimitris |
Pellizzari, Paolo |
Podolskij, Mark |
| Park, Andreas |
Pereira, Ana Elisa |
Potiron, Yoann |
| Parlatore, Cecilia |
Phillips, Peter C. B. |
Puglia, Michael |
| Patel, Vinay |
Pinter, Gabor |
| R | | |
| Ranaldo, Angelo |
Reule, Raphael Constantin Georg ? |
Rousseau, Fabrice |
| Reade, J James |
Rime, Dagfinn  |
Roventini, Andrea |
| Rehse, Dominik |
Rindi, Barbara |
Ruchti, Thomas |
| Reid, Tavoy |
Rocheteau, Guillaume |
| Reitz, Stefan Jr. |
Rosokha, Yaroslav |
| S | | |
| Saef, Danial |
Schneider, Michael |
Sheppard, Kevin Keith |
| Santagiustina, Carlo Romano Marcello Alessandro |
Schrimpf, Andreas |
Shourideh, Ali |
| Sarkar, Asani |
Schuerhoff, Norman |
Shreyas, Ujwal Parswanath ? |
| Sarno, Lucio |
Serikova, Ekaterina |
Skjeltorp, Johannes Atle |
| Scharth, Marcel |
Sevi, Benoit |
Sojli, Elvira |
| Schasfoort, Joeri |
Shachar, Or |
Somogyi, Fabricius |
| Schaumburg, Ernst |
Shephard, Neil |
Stenfors, Alexis |
| V | | |
| Vacha, Lukas |
Vega, Clara |
Voev, Valeri |
| van der Wel, Michel |
Venkateswaran, Venky |
Vogel, Sebastian |
| van Dijk, Dick |
Vitale, Paolo |
Vogt, Erik |
| Vasios, Michalis |
Vives, Xavier |
Voigt, Stefan |
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